+370.2%
HPE vs LVS
+5.3%
+364.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.5% |
| 7D | +13.6% | -2.7% | +16.4% | +14.4% |
| 30D | +7.7% | -4.7% | +12.4% | +8.9% |
| 3M | +22.4% | -15.6% | +38.0% | +27.6% |
| 6M | +172.6% | -18.6% | +191.2% | +186.1% |
| YTD | +147.5% | -32.3% | +179.8% | +172.6% |
| 1Y | +151.8% | -18.0% | +169.8% | +161.1% |
| 3Y | +267.1% | -5.8% | +272.9% | +253.4% |
| All | +370.2% | +5.3% | +364.9% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling